+892.8%
TEL vs MXL
+298.4%
+594.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.5% |
| 7D | +1.2% | +19.0% | -17.8% | -2.1% |
| 30D | -4.1% | +4.5% | -8.6% | -5.5% |
| 3M | -2.6% | -1.5% | -1.1% | -6.5% |
| 6M | 0.0% | +348.6% | -348.6% | -36.4% |
| YTD | -9.1% | +310.3% | -319.3% | -41.3% |
| 1Y | -0.8% | +344.7% | -345.5% | -37.8% |
| 3Y | +67.4% | +211.2% | -143.8% | +0.9% |
| 5Y | +51.8% | +34.8% | +16.9% | +5.4% |
| 10Y | +299.4% | +286.5% | +12.9% | +94.8% |
| All | +892.8% | +298.4% | +594.4% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling